+257.9%
RMBS vs UTHR
+7,123.9%
-6,865.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.4% |
| 7D | -0.3% | -5.4% | +5.1% | +0.8% |
| 30D | -12.2% | -6.0% | -6.1% | -11.1% |
| 3M | -49.5% | -11.0% | -38.6% | -48.4% |
| 6M | -7.1% | -0.5% | -6.6% | -7.9% |
| YTD | -7.0% | +0.1% | -7.1% | -8.1% |
| 1Y | +13.3% | +28.2% | -14.8% | +5.9% |
| 3Y | +49.2% | +113.8% | -64.6% | +20.7% |
| 5Y | +250.0% | +131.3% | +118.6% | +173.4% |
| 10Y | +495.1% | +296.7% | +198.4% | +294.1% |
| All | +257.9% | +7,123.9% | -6,865.9% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling